Well there's always the option of not trying to force the realization on them. They sound like D-Fens from the moving Falling Down. The end of that movie was pretty poignant as he realized, "Wait, I'm the bad guy?!"
Maybe you could run with it, let them discover in the end that yes, they were the villains despite their attitudes, or go down believing they were the good guys in the end, or even come out ahead at the end of the campaign.
Progressing them slowly down the dark path they've chosen, as good people turn against them, bounties and rumors of their crimes come to light, more good adventurers come after them, evil organizations begin to court them.
Maybe one day as they stand along side their evil Lich ally and his undead minions, chatting with Vampires and worse, they may look around and say, "Wait a minute... Why are we friends with all these monsters, and why does the Light of the Gods hurt so much?"
But maybe don't rush them to it, or try to be explicit about it. Subtle hints along the way, like those letter props you mentioned, or repeated attacks by more and more clearly good-aligned adventurers could serve as clues. Disfavor from gods and good spirits may work as well. Attracting evil sycophants and toadies to serve them as minions, or finding themselves taking quests from evil beings who reward them with dark items and knowledge may be a clue, but in all cases, take it slow and let them play it out without heavy-handed lessons or railroading.
Maybe some of them get angry in character and resentful enough to do something dire, like accepting the Vampire's curse, or learning forbidden evil magic, or making infernal bargains. Little things at first, but growing and growing until they either embrace the evil or they catch themselves and turn themselves around.
The slow and subtle descent into evil, seeing firsthand how those evil tyrants, warlords, dark wizards, etc came to be by going through it themselves could be an incredibly rich experience, even (especially) if they aren't cognizant that that's what they're doing.
It could be an amazing RP experience if you cultivate it rather than resist it.
